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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
| Call | Put | ||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Vega | Theta | Gamma | Delta | Imp Vol | Vol (k) | OI (lakhs) | PoP | LTP | Strike | LTP | PoP | OI (lakhs) | Vol (k) | Imp Vol | Delta | Gamma | Theta | Vega | |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 188.65 | 1,080PCR: 0.67 | 0.25 | 0.99% | 0.01 | 8.13 | 28.32% | -0.008 | 0.000 | -0.042 | 0.075 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.63 | 0.18 | 99.00% | 177.50 | 1,100PCR: 5.00 | 0.45 | 1.47% | 0.88 | 5.63 | 27.34% | -0.013 | 0.000 | -0.059 | 0.109 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.12 | 99.00% | 160.20 | 1,120PCR: 1.32 | 0.30 | 1.20% | 0.16 | 0.00 | 23.44% | -0.010 | 0.000 | -0.043 | 0.092 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 156.00 | 1,130PCR: 44.67 | 0.40 | 1.76% | 0.84 | 19.38 | 23.44% | -0.015 | 0.001 | -0.061 | 0.130 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 134.05 | 1,140PCR: 12.50 | 0.30 | 1.26% | 0.78 | 9.38 | 20.51% | -0.011 | 0.000 | -0.040 | 0.098 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.24 | 99.00% | 133.15 | 1,150PCR: 10.47 | 0.35 | 1.66% | 2.49 | 17.50 | 20.02% | -0.015 | 0.001 | -0.050 | 0.126 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 120.00 | 1,160PCR: 104.33 | 0.40 | 1.94% | 5.87 | 7.50 | 19.04% | -0.017 | 0.001 | -0.055 | 0.145 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 108.80 | 1,170PCR: 164.80 | 0.65 | 2.86% | 5.15 | 35.63 | 19.04% | -0.026 | 0.001 | -0.078 | 0.204 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.63 | 0.07 | 99.00% | 105.00 | 1,180PCR: 110.45 | 0.85 | 3.77% | 7.59 | 55.63 | 18.55% | -0.035 | 0.001 | -0.097 | 0.260 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.10 | 99.00% | 76.50 | 1,190PCR: 8.94 | 1.15 | 4.87% | 0.89 | 95.63 | 18.07% | -0.046 | 0.002 | -0.118 | 0.325 | Login To Trade |
0.218 | -0.062 | 0.001 | 0.972 | 14.16% | 8.13 | 2.22 | 48.84% | 87.50 | 1,200PCR: 2.81 | 1.65 | 6.59% | 6.23 | 733.75 | 17.82% | -0.064 | 0.002 | -0.150 | 0.421 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 65.65 | 1,210PCR: 111.40 | 2.15 | 8.07% | 3.48 | 105.63 | 17.09% | -0.080 | 0.003 | -0.171 | 0.501 | Login To Trade |
0.713 | -0.265 | 0.003 | 0.870 | 18.55% | 35.63 | 0.60 | 46.39% | 71.15 | 1,220PCR: 7.98 | 2.90 | 10.32% | 4.79 | 291.88 | 16.60% | -0.105 | 0.003 | -0.204 | 0.614 | Login To Trade |
0.817 | -0.291 | 0.004 | 0.841 | 17.82% | 20.63 | 1.14 | 45.70% | 62.30 | 1,230PCR: 2.51 | 3.90 | 13.07% | 2.85 | 500.00 | 16.24% | -0.138 | 0.004 | -0.241 | 0.741 | Login To Trade |
0.926 | -0.313 | 0.005 | 0.806 | 16.91% | 42.50 | 1.94 | 44.76% | 53.25 | 1,240PCR: 1.66 | 5.30 | 16.40% | 3.23 | 658.75 | 15.87% | -0.180 | 0.005 | -0.280 | 0.883 | Login To Trade |
1.047 | -0.343 | 0.006 | 0.760 | 16.36% | 162.50 | 1.58 | 43.44% | 45.15 | 1,250PCR: 3.16 | 7.15 | 20.13% | 5.00 | 1,345.00 | 15.63% | -0.230 | 0.006 | -0.320 | 1.024 | Login To Trade |
1.169 | -0.374 | 0.006 | 0.701 | 15.99% | 360.63 | 6.26 | 41.56% | 37.40 | 1,260PCR: 0.96 | 9.60 | 24.12% | 6.01 | 900.63 | 15.26% | -0.291 | 0.007 | -0.352 | 1.155 | Login To Trade |
1.265 | -0.399 | 0.007 | 0.636 | 15.75% | 1,694.38 | 3.72 | 39.18% | 30.75 | 1,270PCR: 1.97 | 12.70 | 28.23% | 7.33 | 1,369.38 | 15.08% | -0.359 | 0.007 | -0.380 | 1.259 | Login To Trade |
1.328 | -0.412 | 0.007 | 0.561 | 15.50% | 3,580.63 | 13.49 | 36.23% | 24.45 | 1,280PCR: 0.63 | 16.55 | 32.41% | 8.54 | 1,836.25 | 14.83% | -0.436 | 0.008 | -0.394 | 1.327 | Login To Trade |
1.343 | -0.408 | 0.008 | 0.486 | 15.20% | 2,623.13 | 16.88 | 32.85% | 19.10 | 1,290PCR: 0.25 | 21.15 | 36.15% | 4.14 | 819.38 | 14.65% | -0.515 | 0.008 | -0.394 | 1.343 | Login To Trade |
1.308 | -0.398 | 0.008 | 0.408 | 15.20% | 3,181.88 | 26.25 | 28.97% | 14.45 | 1,300PCR: 0.22 | 26.65 | 39.59% | 5.78 | 378.13 | 14.40% | -0.598 | 0.008 | -0.375 | 1.303 | Login To Trade |
1.229 | -0.372 | 0.007 | 0.336 | 15.14% | 578.75 | 5.01 | 24.95% | 11.10 | 1,310PCR: 0.07 | 32.85 | 42.43% | 0.36 | 48.75 | 14.28% | -0.674 | 0.007 | -0.347 | 1.214 | Login To Trade |
1.109 | -0.336 | 0.006 | 0.268 | 15.14% | 975.63 | 8.60 | 20.75% | 8.25 | 1,320PCR: 0.19 | 39.40 | 45.11% | 1.59 | 21.25 | 13.55% | -0.757 | 0.007 | -0.286 | 1.054 | Login To Trade |
0.977 | -0.298 | 0.006 | 0.212 | 15.26% | 631.25 | 4.91 | 17.01% | 6.10 | 1,330PCR: 0.11 | 52.35 | 44.89% | 0.56 | 5.00 | 18.62% | -0.741 | 0.005 | -0.406 | 1.090 | Login To Trade |
0.836 | -0.259 | 0.005 | 0.165 | 15.50% | 600.63 | 5.34 | 13.64% | 4.45 | 1,340PCR: 0.02 | 77.00 | 43.16% | 0.09 | 0.00 | 33.33% | -0.662 | 0.003 | -0.820 | 1.231 | Login To Trade |
0.698 | -0.218 | 0.004 | 0.126 | 15.63% | 703.75 | 7.93 | 10.67% | 3.25 | 1,350PCR: 0.09 | 64.10 | 49.38% | 0.69 | 13.75 | 12.21% | -0.930 | 0.003 | -0.111 | 0.453 | Login To Trade |
0.572 | -0.181 | 0.003 | 0.096 | 15.87% | 273.75 | 3.48 | 8.20% | 2.40 | 1,360PCR: 0.01 | 76.55 | 48.57% | 0.04 | 2.50 | 17.82% | -0.877 | 0.003 | -0.244 | 0.686 | Login To Trade |
0.480 | -0.157 | 0.003 | 0.076 | 16.36% | 176.25 | 1.58 | 6.57% | 1.80 | 1,370PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.383 | -0.127 | 0.002 | 0.057 | 16.60% | 94.38 | 2.75 | 4.95% | 1.35 | 1,380PCR: 0.13 | 91.75 | 99.00% | 0.36 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.333 | -0.115 | 0.002 | 0.047 | 17.33% | 25.63 | 0.63 | 4.15% | 1.10 | 1,390PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.263 | -0.092 | 0.001 | 0.035 | 17.58% | 96.25 | 13.96 | 3.11% | 0.80 | 1,400PCR: 0.00 | 111.50 | 50.41% | 0.01 | 0.00 | 7.81% | -1.000 | 0.000 | -0.000 | 0.000 | Login To Trade |
0.162 | -0.059 | 0.001 | 0.020 | 18.07% | 27.50 | 6.48 | 1.74% | 0.45 | 1,420PCR: 0.00 | 144.90 | 48.09% | 0.02 | 0.00 | 39.92% | -0.810 | 0.002 | -0.731 | 0.915 | Login To Trade |
0.101 | -0.037 | 0.001 | 0.011 | 18.55% | 106.88 | 3.88 | 0.99% | 0.25 | 1,440PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.118 | -0.051 | 0.001 | 0.014 | 21.48% | 7.50 | 0.01 | 1.18% | 0.35 | 1,460PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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